Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
PPO.Entry.type.of.slow.moving.average and PPO.Entry.Slow.Length

BEST PARAMETERS
PPO.Entry.type.of.slow.moving.average = Regularized_MA
PPO.Entry.Slow.Length = 300
Profit account= 103 (per day adjusted to desire% DD )
Activity = 3.35 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for PPO.Entry.type.of.slow.moving.average = Regularized_MA and PPO.Entry.Slow.Length = 300

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
61 7052.75 846.41 1031.24 3 83 70 -3.4 Regularized_MA 300 EURGBP 3.437467 290.911912 87273.5736 20517.290 24.240368 0.0980612 No
286 45285.04 876.78 6879.72 5 364 284 -22.9 Regularized_MA 300 NZDUSD 22.932400 43.606426 13081.9278 19747.187 22.522397 0.4151555 No
241 35983.04 860.47 11344.79 5 235 173 -37.8 Regularized_MA 300 GBPUSD 37.815967 26.443857 7933.1570 9515.304 11.058263 0.2731066 No
106 42552.63 873.63 18946.45 6 269 200 -63.2 Regularized_MA 300 EURJPY 63.154833 15.834101 4750.2303 6737.826 7.712448 0.3079107 No
16 54146.39 876.94 24600.71 6 364 288 -82.0 Regularized_MA 300 AUDUSD 82.002367 12.194770 3658.4310 6603.028 7.529623 0.4150797 No
466 92171.48 871.41 46188.89 5 523 389 -154.0 Regularized_MA 300 XAUUSD 153.962967 6.495068 1948.5205 5986.601 6.870016 0.6001767 No
151 76667.49 860.47 44710.87 6 190 131 -149.0 Regularized_MA 300 EURUSD 149.036233 6.709778 2012.9333 5144.218 5.978382 0.2208096 No
196 111396.54 873.87 74461.74 7 317 227 -248.2 Regularized_MA 300 GBPJPY 248.205800 4.028915 1208.6744 4488.072 5.135857 0.3627542 No
331 29973.78 859.96 21648.65 6 139 103 -72.2 Regularized_MA 300 USDCAD 72.162167 13.857677 4157.3031 4153.670 4.830073 0.1616354 No
376 30171.51 863.06 26012.45 5 186 125 -86.7 Regularized_MA 300 USDCHF 86.708167 11.532939 3459.8817 3479.662 4.031773 0.2155122 No
421 138286.31 874.29 142025.16 8 271 185 -473.4 Regularized_MA 300 USDJPY 473.417200 2.112302 633.6905 2921.024 3.341024 0.3099658 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 15 minutes
15 BLAI.length 60
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5